An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 4 Special Distributions - 4.3 The Normal Distribution - Questions - Page 243: 4

Answer

(a) $\color{blue}{1.234}$ (b) $\color{blue}{6\sqrt{2\pi} \;\approx\; 15.0398}$

Work Step by Step

Adjust the integrand so that it becomes that of a Standard Normal Distribution: $ \begin{align*} & \displaystyle \int_0^{1.24} e^{-z^2/2}\ dz \\ &= \sqrt{2\pi} \underbrace{\int_0^{1.24}\underbrace{\frac{1}{\sqrt{2\pi}}e^{-z^2/2}}_{\text{pdf of}\ Z\sim N(0,1)}}_{P(Z\le 1.24)-P(Z\le 0)}\ dz \\ &= \sqrt{2\pi}\left(P(Z\le 1.24) - P(Z\le 0) \right) \\ &= \sqrt{2\pi}(0.8925 - 0.5000) \qquad \text{[ see Appendix Table A.1, pp. 675-6 ]} \\ &\color{blue}{= 1.234} \end{align*}$ (b) Adjust the integrand so that it becomes that of a Standard Normal Distribution: $ \begin{align*} & \displaystyle \int_{-\infty}^\infty 6e^{-z^2/2}\ dx \\ &= 6\sqrt{2\pi} \underbrace{\int_{-\infty}^\infty\underbrace{\frac{1}{\sqrt{2\pi}}e^{-z^2/2}}_{\text{pdf of}\ Z\sim N(0,1)}}_{=1,\ \text{since}\ \int_{-\infty}^\infty (\text{pdf}\ f_X(x))\ dx=1} \\ &= 6\sqrt{2\pi}\left(1\right) \\ &\color{blue}{= 6\sqrt{2\pi} \;\approx\; 15.0398} \end{align*}$
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